Uses of Package
org.drip.measure.discrete
| Package | Description |
|---|---|
| org.drip.measure.discrete |
Antithetic, Quadratically Re-sampled, De-biased Distribution
|
| org.drip.oms.indifference |
Reservation Price Good-deal Bounds
|
| org.drip.state.sequence |
Monte Carlo Path State Realizations
|
| org.drip.xva.dynamics |
XVA Dynamics - Settings and Evolution
|
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Classes in org.drip.measure.discrete used by org.drip.measure.discrete Class Description QuadraticResampler QuadraticResampler Quadratically Re-samples the Input Points to Convert it to a Standard Normal.R1Distribution R1Distribution implements the Discrete Distribution over the Combinatorial R1 Outcomes.VertexRd VertexRd holds the Rd Realizations at the Individual Vertexes. -
Classes in org.drip.measure.discrete used by org.drip.oms.indifference Class Description R1Distribution R1Distribution implements the Discrete Distribution over the Combinatorial R1 Outcomes. -
Classes in org.drip.measure.discrete used by org.drip.state.sequence Class Description CorrelatedPathVertexDimension CorrelatedPathVertexDimension generates Correlated R^d Random Numbers at the specified Vertexes, over the Specified Paths. -
Classes in org.drip.measure.discrete used by org.drip.xva.dynamics Class Description CorrelatedPathVertexDimension CorrelatedPathVertexDimension generates Correlated R^d Random Numbers at the specified Vertexes, over the Specified Paths.